+30,952.8%
MSFT vs M
+396.5%
+30,556.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | -2.7% | +4.7% | -7.4% | -3.5% |
| 30D | +2.7% | -9.6% | +12.3% | +4.5% |
| 3M | +17.0% | +0.9% | +16.1% | +16.3% |
| 6M | +23.8% | +22.3% | +1.5% | +18.4% |
| YTD | +4.0% | +6.5% | -2.5% | +1.5% |
| 1Y | -0.8% | +38.8% | -39.6% | -8.2% |
| 3Y | +55.6% | +115.9% | -60.3% | +26.1% |
| 5Y | +72.9% | +28.6% | +44.3% | +46.1% |
| 10Y | +875.8% | -2.5% | +878.3% | +640.1% |
| All | +30,952.8% | +396.5% | +30,556.3% | +11,787.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling